3rd Rock from the Sun (1996)

Season 4: Episode 1

Randy "sells" Harry to a circus, where he achieves popularity as the act "Hargo the Alien". In order to try to find him, Tommy and Vicki visit a psychic, but it turns out that she's actually seen the Hargo act herself and so knows where Harry is. Meanwhile, the loss of Harry means that the aliens' annual status report cannot be sent, so the Big Giant Head punishes Dick for not submitting it by slowly shutting down his brain.